Sugisaka-Ueno-Chandrasekhar algorithm for digital communication and estimation

This paper presents an initial value solution for a discrete form of the Fr edholm integral equation of the second kind whose Fredholm resolvent kernel satisfies in digital communication and estimation theory. The solution is called the Sugisaka-Ueno Chandrasekhar algorithm based on Ueno and Chandras ekhar's original works on invariant imbedding in radiative transfer can be calculated in on-line fashion. The filtering formula obtained from this res earch is completely different from the Wiener and Kalman formulas. A simula tion study is shown. (C) 2000 Elsevier Science Inc. All rights reserved.